Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709)
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scientific article; zbMATH DE number 7474736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under a jump-telegraph diffusion model with jumps of random size |
scientific article; zbMATH DE number 7474736 |
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Option pricing under a jump-telegraph diffusion model with jumps of random size (English)
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16 February 2022
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telegraph process
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coupled PIDEs
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two-time level scheme
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